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person:"Brännäs, Kurt"
subject:"Estimation theory"
~isPartOf:"Journal of financial econometrics"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
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Estimation theory
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Brännäs, Kurt
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Journal of financial econometrics
Umeå economic studies
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
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